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Matrix theorems on the asymptotics of non-Markovian random sequences. (Russian) Zbl 0605.60056

The paper deals with the matrix construction for a non-Markovian random sequence with a finite set of values. This matrix plays the same role in asymptotical problems as the transition probability matrix of a Markov chain. Generally, it is not stochastic and its elements cannot be interpreted as probabilities.
Examples of classes of random sequences are given supplied with the results stated in the paper as well as an example of an opposite nature.
Reviewer: T.Shervashidze

MSC:

60G99 Stochastic processes
68Q45 Formal languages and automata
60F99 Limit theorems in probability theory
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